Half-Life has a static crosshair in the form of a file called crosshairs.spr. It isn't the best crosshair for orange coloured maps, and it isn't that great for accuracy.
You can't really change the crosshair without messing around with the crosshair in the console like the newer source games, you have to edit the crosshairs.spr file and if you make a mistake you have a black square on your screen.
I have created several .spr files to bring you a collection of colorful and accurate crosshairs for Half-Life.
9 Different Crosshairs including the default
7 Different colours for each Crosshair
1 consistent Crosshair for all of your weapons
Use @Crosshair Changer.sh for linux or @Crosshair Changer.bat for windows.
Extract @Crosshair Changer.bat and the crosshairs folder to the root directory of your Half-Life directory.
Run @Crosshair Changer.bat and input the number relevant to your choice. Open up Half-Life and you will now have your new crosshair.
You can always return to the default crosshair by running @Crosshair Changer again and selecting "Original".